I've only played 1, 2 and 9. I always hated 1 because of the stupid fucking stairs option (still stupid BTW) but grew to love the superior GBC port.
The thing about the first one is that it's classic, but it's also very poorly aged. Even though I know a shit ton about the game since I created a FAQ about the game formulas based on cracking the code, I still think it's not that great. 2 was an improvement, but it also has the problems of 6 and 7 where sometimes it's hard to figure out where you're supposed to go. Without Nintendo Power, I probably never would have found some of those crests.
And 9 was fun and had a lot to do, but I felt the story was kind of weak, but then again, not very many had much of a story*. And the game had way more stuff to do after you beat it that was more fun. I'm not really big on that in games, nor the MMO type aspects.
* 5 was probably the best for a well rounded story. 4 is good too. 8 wasn't bad, but there seemed to be some loose threads about Dhoulmagus.